Hi longstreathm,
Sorry for the inconvenience the problem caused for you.
The Message Bar displays security alerts when there is potentially unsafe active content (such as macros, ActiveX controls, data connections and so on) in the file that you want to open.
Based on my research and test, currently, there is no out of box way to disable this security warning on Excel for Mac.
We recommend you feedback this requirement to Excel Team. You can open Excel and click the Character(Help improve Office?) icon on the upper-right corner, click Tell us what can be better and write this query. Microsoft is committed to continuously improving your experience with our products.
And I found a thread which has the same problem with you, you could try the steps in this thread as a workaround.
Appreciate your understanding.
Best regards,
Jazlyn